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It can be ordered now for delivery when back in stock. Ebook This title is available as an ebook. To purchase, visit your preferred ebook provider. Oxford Scholarship Online This book is available as part of Oxford Scholarship Online - view abstracts and keywords at book and chapter level. Hendry Edited by Jennifer Castle and Neil Shephard All papers included are original and of top journal standard Contains contributions from world leading academics in the field, including 2 Nobel Prize winners Provides a comprehensive overview of the fields of research that Hendry has focused on.
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Model Identification and Non-unique Structure Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the Euro area Modeling Argentine Broad Money Demand. Her research interests lie in the fields of model selection, forecasting, time-series econometrics and applied macro-economics.
The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
Dr Castle holds an M. He holds a B. He was a lecturer at the LSE from to and a Gatsby research fellow, then an official fellow and then a statutory professor at Nuffield College, Oxford University in all from to During his time at Oxford University he cofounded the Masters in Financial Economics and founded the Oxford-Man Institute, which he directed from He has been an associate editor of the academic journal Econometrica since The price listed on this page is the recommended retail price for Japan.
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The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. This book is a collection of original research in time-series econometrics, both theoretical and applied, and reflects David's interests in econometric methodology.
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- The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry.
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Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this book, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics.
The book is broadly divided into five sections, including model selection, correlations, forecasting, methodology, and empirical applications, although the boundaries are certainly opaque. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The contributions cover the full breadth of time series econometrics but all with the overarching theme of congruent econometric modelling using the coherent and comprehensive methodology that David has pioneered.
The book assimilates scholarly work at the frontier of academic research, encapsulating the current thinking in modern day econometrics and reflecting the intellectual impact that David has had, and will continue to have, on the profession.
Jennifer Castle and Neil Shephard
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